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Misspecification and Expectations Correction in New Keynesian DSGE Models

  • Published:2016-01-26 Issue:5 Volume:78 Page:623-649
  • ISSN:0305-9049
  • Container-title:Oxford Bulletin of Economics and Statistics
  • language:en
  • Short-container-title:Oxf Bull Econ Stat

Author:

Angelini Giovanni1,Fanelli Luca1

Affiliation:

1. Department of Statistical Sciences; School of Economics, Management and Statistics; University of Bologna; Bologna Italy

Funder

Ministero dell’Istruzione, dell’Università e della Ricerca

Università di Bologna

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference70 articles.

1. Bayesian analysis of DSGE models;An;Econometric Reviews,2007

2. How to maximize the likelihood function for a DSGE model;Andreasen;Computational Economics,2010

3. Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models;Andrews;Quantitative Economics,2015

4. Frequentist evaluation of small DSGE models;Bårdsen;Journal of Business and Economic Statistics,2015

5. VAR analysis and the Great Moderation;Benati;American Economic Review,2009

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